Research Computing >> Training & Publications >> Winter 2002 workshops


See the announcement for these sessions.

  • To attend these sessions you need a skew3 and a WRDS account. Please test you login and password before the session.
  • Sessions take place on the Jacobs Center Extension Computer Lab (G20).


Relevant links

SAS documentation

Note: The Gilsen and Cassidy papers offer good general advice for SAS programming. Those who use CRSP and TAQ (or any SAS dataset with formatted dates and/or times) will find Finley provides an overview of the necessary SAS functions and formats. The Foley paper will help those trying to merge datasets where there is no variable that has a one-to-one match between the datasets (for example, matching quotes to trades in TAQ within 5 minutes).

© 2001-2010 Kellogg School of Management, Northwestern University